-12.8%
BKNG vs RVMD
+430.6%
-443.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -6.0% | +1.0% | -7.0% | -6.0% |
| 30D | -6.6% | +6.4% | -13.1% | -6.9% |
| 3M | +15.7% | +34.9% | -19.2% | +13.8% |
| 6M | +14.1% | +107.6% | -93.4% | +9.3% |
| YTD | -9.3% | +163.7% | -173.0% | -14.6% |
| 1Y | -12.8% | +439.2% | -452.0% | -17.4% |
| All | -12.8% | +430.6% | -443.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling